In the book, the wargs are a separate (but allied) force to the goblins. They pick up the Dwarves trail whilst out raiding, and communicate that info to the goblins.

I expect the movie will be very similar, apart from some of the wargs will have riders, led by Yazneg. Where they originated from will not be revealed until later, when Yazneg will report to (reanimated) Azog at Dol Guldur. Azog is furious that Thorin Oakenshield escaped and kills Yazneg, steeling his white warg in order to pursue Thorin.

Thus, Azog (with a substantial force of warg-riders) is already on his way to the Lonely Mountain after Thorin when the White Council attack Dol Guldur. A Far Dragon is the best kind...